Dimensional Fund Advisors Portfolio holdings
Dimensional Fund Advisors (DFA), founded in 1981 by David Booth and Rex Sinquefield and headquartered in Austin, Texas, is an investment management firm renowned for its evidence-based, low-cost approach to investing, grounded in academic research from Nobel laureates like Eugene Fama and Kenneth French. Managing hundreds of billions in assets, DFA focuses on systematic, passive strategies that tilt toward factors like small-cap, value, and profitability stocks, primarily through mutual funds and institutional portfolios rather than retail brokerage services. The firm’s philosophy eschews market timing and stock picking, instead emphasizing diversification and efficient market exposure, often requiring investors to access its funds through approved financial advisors. With a global presence and a reputation for disciplined, data-driven investing, DFA has carved a unique niche in the industry, blending academic rigor with practical application.
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
ExxonMobil
XOM
|
+$315M |
| 2 |
WRK
WestRock Company
WRK
|
+$175M |
| 3 |
Intel
INTC
|
+$142M |
| 4 |
Procter & Gamble
PG
|
+$122M |
| 5 |
ENH
Endurance Specialty Holdings Ltd
ENH
|
+$116M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
GE Aerospace
GE
|
+$219M |
| 2 |
SUSQ
SUSQUEHANNA BANCSHARES INC
SUSQ
|
+$206M |
| 3 |
OCR
OMNICARE INC
OCR
|
+$203M |
| 4 |
MWV
MEADWESTVACO CORP
MWV
|
+$164M |
| 5 |
MRH
MONTPELIER RE HOLDINGS LTD
MRH
|
+$159M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 19.66% |
| 2 | Industrials | 13.66% |
| 3 | Technology | 12.27% |
| 4 | Consumer Discretionary | 10.44% |
| 5 | Healthcare | 9.72% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1201
Pediatrix Medical
MD
$2.07B
| $34.3M | 0.02% |
446,322
-9,431
| -2% | -$761K |
|
1202
Allison Transmission
ALSN
$9.89B
| $34.2M | 0.02% |
1,283,060
+77,353
| +6% | +$2.22M |
|
1203
East-West Bancorp
EWBC
$17.2B
| $34.2M | 0.02% |
891,146
-5,397
| -0.6% | -$228K |
|
|
NUAN
1204
DELISTED
Nuance Communications, Inc.
NUAN
| $34.2M | 0.02% |
2,411,821
+480,737
| +25% | +$7.19M |
|
|
IPHS
1205
DELISTED
Innophos Holdings, Inc.
IPHS
| $34M | 0.02% |
858,497
+18,125
| +2% | +$877K |
|
1206
Sinclair Inc
SBGI
$984M
| $34M | 0.02% |
1,341,801
+250,192
| +23% | +$6.9M |
|
|
CCC
1207
DELISTED
Calgon Carbon Corp
CCC
| $33.9M | 0.02% |
2,175,467
+75,952
| +4% | +$1.27M |
|
|
PNRA
1208
DELISTED
Panera Bread Co
PNRA
| $33.9M | 0.02% |
175,201
+28,442
| +19% | +$5.3M |
|
|
AXE
1209
DELISTED
Anixter International Inc
AXE
| $33.9M | 0.02% |
586,357
+36,492
| +7% | +$2.29M |
|
1210
Sherwin-Williams
SHW
$77.9B
| $33.9M | 0.02% |
455,961
+15,624
| +4% | +$1.37M |
|
1211
Mativ Holdings
MATV
$670M
| $33.8M | 0.02% |
983,353
+70,574
| +8% | +$2.58M |
|
1212
Flex
FLEX
$40.3B
| $33.8M | 0.02% |
4,256,309
+3,386,829
| +390% | +$27.5M |
|
|
ENDP
1213
DELISTED
Endo International plc
ENDP
| $33.8M | 0.02% |
487,827
+20,464
| +4% | +$1.64M |
|
1214
NVR
NVR
$16.6B
| $33.8M | 0.02% |
22,139
+760
| +4% | +$1.14M |
|
1215
NCR Voyix
VYX
$958M
| $33.8M | 0.02% |
2,418,863
+197,061
| +9% | +$3.28M |
|
1216
Carriage Services
CSV
$491M
| $33.7M | 0.02% |
1,562,706
+18,018
| +1% | +$413K |
|
|
TIF
1217
DELISTED
Tiffany & Co.
TIF
| $33.7M | 0.02% |
436,677
+175,666
| +67% | +$15.4M |
|
1218
Greif
GEF
$4.72B
| $33.7M | 0.02% |
1,055,130
+34,217
| +3% | +$1.11M |
|
1219
LPL Financial
LPLA
$26B
| $33.5M | 0.02% |
843,555
+112,149
| +15% | +$4.82M |
|
1220
Bio-Rad Laboratories Class A
BIO
$10.2B
| $33.5M | 0.02% |
249,466
+5,182
| +2% | +$746K |
|
|
TEN
1221
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
| $33.5M | 0.02% |
748,340
+321,847
| +75% | +$15.7M |
|
1222
REX American Resources
REX
$1.42B
| $33.5M | 0.02% |
3,969,954
-145,212
| -4% | -$1.3M |
|
1223
Valmont Industries
VMI
$9.12B
| $33.4M | 0.02% |
352,071
+62,041
| +21% | +$6.79M |
|
|
IVC
1224
DELISTED
Invacare Corporation
IVC
| $33.4M | 0.02% |
2,308,126
+23,902
| +1% | +$418K |
|
|
SEMG
1225
DELISTED
SEMGROUP CORPORATION
SEMG
| $33.3M | 0.02% |
770,909
+46,348
| +6% | +$2.81M |
|
Similar funds
Dimensional Fund Advisors's Q3 2015 Portfolio in Review
As of Q3 2015, Dimensional Fund Advisors held 3,447 positions worth $152B, down 6.7% from $163B the previous quarter. Its ten largest holdings account for 8.7% of the portfolio.
Dimensional Fund Advisors deployed $5.01B of net new capital in Q3 2015, opening 84 new positions and adding to 2,042 existing holdings. Its largest new stake was WestRock Company: 3,262,936 shares worth $151M.
By sector, the portfolio is most concentrated in Financials at 20% of assets, up from 19% a quarter earlier, followed by Industrials and Technology.
On the sell side, the largest reduction was GE Aerospace, an estimated $219M trimmed.
- Dimensional Fund Advisors's largest Q3 2015 buy was WestRock Company: 3,262,936 shares worth $151M.
- Dimensional Fund Advisors added most to ExxonMobil in Q3 2015, an estimated $315M increase.
- Dimensional Fund Advisors's biggest Q3 2015 reduction was GE Aerospace, cutting an estimated $219M.
- Dimensional Fund Advisors fully exited SUSQUEHANNA BANCSHARES INC in Q3 2015, selling an estimated $206M.
- Dimensional Fund Advisors's ten largest holdings make up 8.7% of its $152B portfolio in Q3 2015.
- Dimensional Fund Advisors opened 84 new positions and closed 79 in Q3 2015.
- Dimensional Fund Advisors's portfolio value fell 6.7% quarter-over-quarter to $152B.
Based on Dimensional Fund Advisors's 13F filing for Q3 2015, filed 13 Nov 2015.